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Proof of Well-Posedness of the Allen-Cahn Hamilton-Jacobi Equation on the Torus

corollarycor:allen-cahn-hamilton-jacobi-well-posed-torus-2026a
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· 6,368 chars · 20 deps · depth 32 Reason: First publication: proof that the cube map and the multiplication map meet the hypotheses of the general Hilbert-triple well-posedness theorem, and computation of the Allen-Cahn drift on twice continuously differentiable periodic functions.

The cube map is a monotone nonlinearity and the multiplication map is Lipschitz, so the general well-posedness theorem applies verbatim; the drift on twice continuously differentiable periodic functions is computed from the form operator identity for the Laplacian.

Proof

Each result cited is universally quantified over the data in its own statement and is applied here to the data at hand; the notation is that of the statement.

Claim 1.

(a) The nonlinearity. The Cube Map is a Monotone Nonlinearity on the Sobolev Hilbert Triple of the Torus is formed for a dimension nn with 1n1\le n and n3n\le3, for the Hilbert triple of The Square-Integrable and Sobolev Spaces of the Torus Form a Hilbert Triple §triple, and for a real number bb with 0b0\le b; all three conditions hold for the present data, and the map called BB there is, by The Cube Map is a Monotone Nonlinearity on the Sobolev Hilbert Triple of the Torus §defined, the map BB of the present statement. Hence The Cube Map is a Monotone Nonlinearity on the Sobolev Hilbert Triple of the Torus §nonlinearity gives that BB is a monotone nonlinearity for (H,V,A)(H,V,A).

(b) The Lipschitz map. The number κ|\kappa| is nonnegative by claim 1 of Properties of the Absolute Value in an Ordered Field. Let X,YL2(Tn)X,Y\in L^{2}(\mathbb{T}^{n}). The space L2(Tn)L^{2}(\mathbb{T}^{n}) is a real vector space by The Riesz-Fischer Theorem: the Lebesgue Space is a Real Banach Space §normed, and scalar multiplication distributes over differences of vectors by the vector space axioms together with Elementary Identities in a Vector Space, so

L(X)L(Y)=(κ)X(κ)Y=(κ)(XY).L(X)-L(Y)=(-\kappa)X-(-\kappa)Y=(-\kappa)(X-Y).

Hence, by Real Inner Product Space §distance and claim 4 of Elementary Identities in a Real Inner Product Space,

dL2(L(X),L(Y))=(κ)(XY)L2=κ  XYL2=κ  dL2(X,Y),d_{L^{2}}\bigl(L(X),L(Y)\bigr)=\lVert(-\kappa)(X-Y)\rVert_{L^{2}}=|-\kappa|\;\lVert X-Y\rVert_{L^{2}}=|\kappa|\;d_{L^{2}}(X,Y),

the last equality by claim 2 of Properties of the Absolute Value in an Ordered Field and Real Inner Product Space §distance again. Thus LL is Lipschitz with constant κ|\kappa| from (L2(Tn),dL2)(L^{2}(\mathbb{T}^{n}),d_{L^{2}}) to itself.

(c) The hypotheses of the general theorem. Put =κ\ell=|\kappa|. Comparing with the hypotheses of Well-Posedness for a Hamilton-Jacobi Equation with a Monotone Nonlinearity on a Hilbert Triple: the Hilbert triple (H,V,A)(H,V,A) is the one fixed in the present statement and satisfies the standing hypothesis Hilbert Triples: Standing Notation and Background §separable by The Square-Integrable and Sobolev Spaces of the Torus Form a Hilbert Triple §triple; the reals λ0\lambda_{0} and CgC_{g} satisfy 0<λ00<\lambda_{0} and 0Cg0\le C_{g}; ωg\omega_{g} is a modulus of continuity and gg is a function on V=H1(Tn)V=H^{1}(\mathbb{T}^{n}) with g(X)Cg|g(X)|\le C_{g} and g(X)g(Y)ωg(XYV)|g(X)-g(Y)|\le\omega_{g}(|X-Y|_{V}), since V|\cdot|_{V} is H1\lVert\cdot\rVert_{H^{1}}; the map B:VHB:V\to H is a monotone nonlinearity by (a); \ell is nonnegative and L:HHL:H\to H is Lipschitz with constant \ell by (b); and Sym(V)\mathrm{Sym}(V) is Sym(H1(Tn))\mathrm{Sym}(H^{1}(\mathbb{T}^{n})). The function FF of the present statement is therefore precisely the function FF of that theorem formed for these data; it is defined, and is a degenerate elliptic second-order equation operator on HH relative to (H,V,A)(H,V,A), by the reference made there to A Hamilton-Jacobi Operator with a Monotone Nonlinearity and a Lipschitz Perturbation Satisfies the Comparison Hypotheses §operator. Every hypothesis of that theorem is thus satisfied by the present data, which is claim 1.

Claim 2. By (c), claim 1 of Well-Posedness for a Hamilton-Jacobi Equation with a Monotone Nonlinearity on a Hilbert Triple applies to the present data and provides a function uu on H=L2(Tn)H=L^{2}(\mathbb{T}^{n}) that is a viscosity solution of FF on L2(Tn)L^{2}(\mathbb{T}^{n}), satisfies u(X)C|u(X)|\le C for every XL2(Tn)X\in L^{2}(\mathbb{T}^{n}), where C=Cgλ0C=\tfrac{C_{g}}{\lambda_{0}} is the quotient formed in that theorem and is nonnegative there, and is uniformly continuous on L2(Tn)L^{2}(\mathbb{T}^{n}) with respect to dHd_{H}, which is dL2d_{L^{2}}, and the metric of Real Hilbert Spaces: Standing Notation and Background §numbers. Claim 3 of the same theorem, applied to this uu and to a viscosity solution uu' of FF on L2(Tn)L^{2}(\mathbb{T}^{n}) that is continuous on L2(Tn)L^{2}(\mathbb{T}^{n}) and for which some CRC''\in\mathbb{R} satisfies u(X)C|u'(X)|\le C'' for every XL2(Tn)X\in L^{2}(\mathbb{T}^{n}), gives u(X)=u(X)u'(X)=u(X) for every XL2(Tn)X\in L^{2}(\mathbb{T}^{n}). This is claim 2.

Claim 3. Let vCper2v\in C^{2}_{\mathrm{per}} and put X=[vQ]X=[v|_{Q}].

(a) The Square-Integrable and Sobolev Spaces of the Torus Form a Hilbert Triple §laplacian, applied to vv, gives vCperv\in C_{\mathrm{per}}, ΔvCper\Delta v\in C_{\mathrm{per}}, vΔvCperv-\Delta v\in C_{\mathrm{per}} with (vΔv)QL2(Tn)(v-\Delta v)|_{Q}\in\mathcal{L}^{2}(\mathbb{T}^{n}), and XH1(Tn)X\in H^{1}(\mathbb{T}^{n}) with

XD(A),AX=[(vΔv)Q].X\in D(A),\qquad AX=\bigl[(v-\Delta v)|_{Q}\bigr].

In particular vQL2(Tn)v|_{Q}\in\mathcal{L}^{2}(\mathbb{T}^{n}) by Continuous Periodic Functions are Power-Integrable and Dense on the Torus §member, so vQv|_{Q} is a representative of XX.

(b) By Elementary Properties of Lattice-Periodic Functions §algebra, applied to pairs of members of CperC_{\mathrm{per}}, the pointwise products v2=vvv^{2}=vv and v3=v2vv^{3}=v^{2}v lie in CperC_{\mathrm{per}}, and then so do the real multiples bv3b\,v^{3}, (κ1)v-(\kappa-1)v and Δv-\Delta v and their sum Δv+bv3(κ1)v-\Delta v+b\,v^{3}-(\kappa-1)v. Its restriction to QQ therefore lies in L2(Tn)\mathcal{L}^{2}(\mathbb{T}^{n}) by Continuous Periodic Functions are Power-Integrable and Dense on the Torus §member.

(c) Since vQv|_{Q} is a representative of XX and (vQ)3=(v3)Q(v|_{Q})^{3}=(v^{3})|_{Q} valuewise, The Cube Map is a Monotone Nonlinearity on the Sobolev Hilbert Triple of the Torus §defined gives B(X)=b[(v3)Q]B(X)=b\,[(v^{3})|_{Q}]; and L(X)=κ[vQ]L(X)=-\kappa\,[v|_{Q}] by the statement.

(d) The class map of The Lebesgue Space of Power-Integrable Functions §space is additive and homogeneous, L2(Tn)L^{2}(\mathbb{T}^{n}) carrying the vector space structure of The Riesz-Fischer Theorem: the Lebesgue Space is a Real Banach Space §normed; and restriction to QQ commutes valuewise with pointwise sums and real multiples. Hence, by (a) and (c),

AX+B(X)+L(X)=[((vΔv)+bv3κv)Q].AX+B(X)+L(X)=\Bigl[\bigl((v-\Delta v)+b\,v^{3}-\kappa\,v\bigr)\big|_{Q}\Bigr].

For every yRny\in\mathbb{R}^{n}, distributivity and the field axioms of The Real Numbers: Standing Notation and Background §numbers give v(y)κv(y)=(1κ)v(y)=(κ1)v(y)v(y)-\kappa\,v(y)=(1-\kappa)v(y)=-(\kappa-1)v(y), whence

(v(y)Δv(y))+b(v(y))3κv(y)=Δv(y)+b(v(y))3(κ1)v(y).\bigl(v(y)-\Delta v(y)\bigr)+b\,(v(y))^{3}-\kappa\,v(y)=-\Delta v(y)+b\,(v(y))^{3}-(\kappa-1)v(y).

The two maps being equal valuewise, so are their restrictions to QQ and hence their classes, and therefore

AX+B(X)+L(X)=[(Δv+bv3(κ1)v)Q],AX+B(X)+L(X)=\Bigl[\bigl(-\Delta v+b\,v^{3}-(\kappa-1)\,v\bigr)\big|_{Q}\Bigr],

which together with (a) and (b) is claim 3.

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